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Valaris Limited VAL

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Market datapartial · fetched 2026-10-22T16:34:36.227Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:34:08.953675272Z

FundamentalsAlpha Vantage · unavailable

Share price$90.87
1D-0.9%
$87$88$90$91$925:30 AM6:30 AM9:00 AM1:00 PMVAL
Sold putSold call

Valaris Limited options

Live interpolated VAL call and put midpoint premiums by absolute delta.Valaris Limited$0.87$5.29$9.70$14.12$18.54$72.35$81.05$89.75$98.46$107.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAL spot · $90.87VAL PRICE$1.35$1.81$2.29$2.81$3.37$3.90$4.50$5.24$6.05$6.89$7.77$8.88$10.17$1.80$2.38$2.97$3.81$4.67$5.64$6.89$8.16$9.60$11.04$12.67$14.56$17.27
PutsExpensive1.20×
CallsFair0.96×
SkewBearish+10.73 pp
Implied moveBearish±$11.39
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.5949.2%15.5%80.4857.8%13.4%
25Δ101.3750.0%13.6%82.7256.8%11.6%
30Δ99.2350.4%11.7%84.9755.9%9.8%
35Δ97.2350.1%10.1%86.7857.3%8.7%
40Δ95.4149.9%8.7%88.6357.8%7.6%
45Δ93.6548.6%7.4%90.5358.3%6.6%
50Δ91.9847.6%6.2%92.4860.3%5.8%
55Δ90.4447.8%5.3%94.5360.8%5.0%
60Δ88.9047.7%4.5%96.7061.4%4.2%
65Δ87.3547.5%3.7%98.8560.9%3.4%
70Δ85.8246.5%3.0%101.1560.1%2.6%
75Δ84.1546.3%2.4%103.6459.5%2.0%
80Δ82.3846.3%1.8%106.8760.3%1.4%

20Δ

Calls
Pseudo strike
103.59
IV
49.2%
B/E move
15.5%
Puts
Pseudo strike
80.48
IV
57.8%
B/E move
13.4%

25Δ

Calls
Pseudo strike
101.37
IV
50.0%
B/E move
13.6%
Puts
Pseudo strike
82.72
IV
56.8%
B/E move
11.6%

30Δ

Calls
Pseudo strike
99.23
IV
50.4%
B/E move
11.7%
Puts
Pseudo strike
84.97
IV
55.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
97.23
IV
50.1%
B/E move
10.1%
Puts
Pseudo strike
86.78
IV
57.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
95.41
IV
49.9%
B/E move
8.7%
Puts
Pseudo strike
88.63
IV
57.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
93.65
IV
48.6%
B/E move
7.4%
Puts
Pseudo strike
90.53
IV
58.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
91.98
IV
47.6%
B/E move
6.2%
Puts
Pseudo strike
92.48
IV
60.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
90.44
IV
47.8%
B/E move
5.3%
Puts
Pseudo strike
94.53
IV
60.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
88.90
IV
47.7%
B/E move
4.5%
Puts
Pseudo strike
96.70
IV
61.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
87.35
IV
47.5%
B/E move
3.7%
Puts
Pseudo strike
98.85
IV
60.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
85.82
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
101.15
IV
60.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
84.15
IV
46.3%
B/E move
2.4%
Puts
Pseudo strike
103.64
IV
59.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
82.38
IV
46.3%
B/E move
1.8%
Puts
Pseudo strike
106.87
IV
60.3%
B/E move
1.4%

Options history

No recorded observations